+37.6%
DVN vs IR
+46.6%
-9.0%
-60.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | +0.3% | +2.6% | +2.7% |
| 7D | +7.8% | +4.3% | +3.6% | +6.1% |
| 30D | -7.9% | +8.1% | -16.0% | -10.8% |
| 3M | +3.7% | +0.7% | +3.0% | +2.9% |
| 6M | +0.2% | +16.6% | -16.4% | -7.6% |
| YTD | +28.6% | +7.8% | +20.8% | +19.8% |
| 1Y | +34.6% | +9.9% | +24.7% | +23.7% |
| 3Y | +11.8% | +25.2% | -13.4% | -8.9% |
| 5Y | +37.6% | +46.8% | -9.2% | -4.1% |
| All | +37.6% | +46.6% | -9.0% | -4.1% |
Cumulative growth
Daily Returns
Daily percentage return beside IR.
Daily Out/Under-Performance
Portfolio return minus IR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IR return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 5y: compounded portfolio wealth divided by compounded IR wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
5y analysis · Full analysis span regression · 6 months rolling